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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial stability"
~isPartOf:"Quantitative finance"
~subject:"Derivat"
~subject:"Multivariate distribution"
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Search: subject_exact:"Risk management"
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Risikomaß
USA
Derivat
Multivariate distribution
Risikomanagement
153
Risk management
153
Risk
55
Risiko
54
Portfolio selection
50
Portfolio-Management
50
Theorie
47
Theory
47
Risk measure
40
Bank risk
30
Bankrisiko
30
Credit risk
28
Kreditrisiko
28
Financial crisis
23
Finanzkrise
23
Financial services
22
Finanzdienstleistung
22
Bank
20
Derivative
19
Hedging
19
Estimation
14
Schätzung
14
Basel Accord
12
Basler Akkord
12
Welt
12
World
12
Statistical distribution
11
Statistische Verteilung
11
Multivariate Verteilung
9
Systemic risk
9
Ausreißer
8
Measurement
8
Messung
8
Outliers
8
Systemrisiko
8
Volatility
8
Volatilität
8
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Undetermined
47
Free
2
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Article
60
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60
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60
Conference paper
1
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1
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English
60
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Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Härdle, Wolfgang
2
Romagnoli, Silvia
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Almeida, Rodrigo Borges de
1
Anbil, Sriya
1
Andrieş, Alin Marius
1
Antón, Miguel
1
Arismendi Zambrano, Juan Carlos
1
Augusto, Mário Gomes
1
Baek, Seungho
1
Barbi, Massimiliano
1
Belitsky, Vladimir
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Blazsek, Szabolcs
1
Bliss, Robert R.
1
Božović, Miloš
1
Brandtner, Mario
1
Bressan, Giacomo Maria
1
Cao, Hong
1
Chakrabarti, Anindya S.
1
Chen, An
1
Chen, Yi-Hsuan
1
Choi, Kyoung Jin
1
Christensen, Troels Sønderby
1
Cong, Rong-Gang
1
Costa, Giorgio
1
Daníelsson, Jón
1
Deng, Jun
1
Deng, Kaihua
1
Deshpande, Amit
1
Dewally, Michaël
1
Ding, Rui
1
Eisenberg, Laurence K.
1
Ertley, Brian
1
Fang, Yiwei
1
Feng, Wenjun
1
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Applied economics
Journal of financial stability
Quantitative finance
Insurance / Mathematics & economics
111
Journal of banking & finance
80
Risks : open access journal
57
European journal of operational research : EJOR
53
Energy economics
49
Journal of risk
46
Journal of risk management in financial institutions
41
Finance research letters
39
International review of financial analysis
36
Economic modelling
34
Working paper / National Bureau of Economic Research, Inc.
32
Agricultural finance review
30
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of operational risk
29
Journal of risk and financial management : JRFM
27
SpringerLink / Bücher
26
The journal of risk model validation
25
International review of economics & finance : IREF
23
International journal of theoretical and applied finance
22
The European journal of finance
22
The journal of risk and insurance : the journal of the American Risk and Insurance Association
21
International journal of risk assessment and management : IJRAM
18
The review of financial studies
18
Journal of empirical finance
17
Working papers / Financial Institutions Center
17
Research in international business and finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Working papers
15
Discussion paper / Tinbergen Institute
14
Journal of econometrics
14
The journal of futures markets
14
American journal of agricultural economics
13
Finance and stochastics
13
International journal of forecasting
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
NBER working paper series
13
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
60
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31
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
32
Estimation of risk contributions with MCMC
Koike, Takaaki
;
Minami, Mihoko
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10012194808
Saved in:
33
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
34
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
35
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
Saved in:
36
Measuring systemic risk across financial market infrastructures
Li, Fuchun
;
Perez-Saiz, Hector
- In:
Journal of financial stability
34
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012156785
Saved in:
37
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
38
Long-only equal risk contribution portfolios for CVaR under discrete distributions
Mausser, Helmut
;
Romanko, Oleksandr
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1927-1945
Persistent link: https://www.econbiz.de/10012262887
Saved in:
39
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
40
Risk assessment of oil price from static and dynamic modelling approaches
Mi, Zhi-Fu
;
Wei, Yi-Ming
;
Tang, Bao-Jun
;
Cong, Rong-Gang
; …
- In:
Applied economics
49
(
2017
)
9
,
pp. 929-939
Persistent link: https://www.econbiz.de/10011811076
Saved in:
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